Package | Description |
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broadwick.montecarlo |
Monte Carlo simulation package.
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broadwick.montecarlo.markovchain |
This package contains classes for generating Monte Carlo Markov Chains.
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broadwick.montecarlo.markovchain.proposal |
This package contains classes for generating paths or chains for Monte Carlo Markov Chains.
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Modifier and Type | Field and Description |
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(package private) MonteCarloStep |
MonteCarloScenario.step |
Constructor and Description |
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MonteCarloStep(MonteCarloStep step)
Copy constructor.
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Modifier and Type | Field and Description |
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private MonteCarloStep |
MarkovChain.currentStep |
private MonteCarloStep |
MarkovChain.initialStep |
Modifier and Type | Method and Description |
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MonteCarloStep |
MarkovStepGenerator.generateNextStep(MonteCarloStep step)
Generate the next step in the path.
|
MonteCarloStep |
MarkovChain.generateNextStep(MonteCarloStep step) |
MonteCarloStep |
MarkovStepGenerator.getInitialStep()
Get the initial Step of the path.
|
MonteCarloStep |
MarkovChain.getInitialStep() |
Modifier and Type | Method and Description |
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MonteCarloStep |
MarkovStepGenerator.generateNextStep(MonteCarloStep step)
Generate the next step in the path.
|
MonteCarloStep |
MarkovChain.generateNextStep(MonteCarloStep step) |
Constructor and Description |
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MarkovChain(MonteCarloStep initialStep)
Create a new Markov chain with an initial step.
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MarkovChain(MonteCarloStep initialStep,
MarkovProposalFunction generator)
Create a new Markov Chain with an initial step and proposal function.
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Modifier and Type | Method and Description |
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MonteCarloStep |
MarkovProposalFunction.generate(MonteCarloStep step)
Generate a new step in the Markov Chain based only on the supplied step.
|
MonteCarloStep |
MarkovNormalProposal.generate(MonteCarloStep step) |
Modifier and Type | Method and Description |
---|---|
MonteCarloStep |
MarkovProposalFunction.generate(MonteCarloStep step)
Generate a new step in the Markov Chain based only on the supplied step.
|
MonteCarloStep |
MarkovNormalProposal.generate(MonteCarloStep step) |
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